A conditional logic approach for strengthening mixed 0-1 linear programs

Abstract

We study a conditional logic approach for tightening the continuous relaxation of a mixed 0-1 linear program. The procedure first constructs quadratic inequalities by computing pairwise products of constraints, and then surrogates modified such inequalities to produce valid linear restrictions. Strength is achieved by adjusting the coefficients on the quadratic restrictions. The approach is a unifying framework for published coefficient adjustment methods, and generalizes the process of sequential lifting. We give illustrative examples and discuss various extensions, including the use of more complex conditional logic constructs that compute and surrogate polynomial expressions, and the application to general integer programs. © 2005 Springer Science + Business Media, Inc.